Order Statistics From Mixed Exchangeable Random Variables

Abstract

Two different exchangeable samples are considered and these two samples are assumed to be independent of each other. From these two samples a new sample is combined and treated as a single set of observations. The distribution of a single order statistic and the joint distribution of two order statistics for a new mixed sample are derived and expressed in terms of joint distribution functions. As a special case the distribution of a single order statistic and the joint distribution of two nonadjacent order statistics from exchangeable random variables are obtained. The results presented in this paper allows widespread applications in modelling of various lifetime data, biomedical sciences, reliability and survival analysis, actuarial sciences etc., where the assumption of independence of data cannot be accepted and the exchangeability is a more realistic assumption. (C) 2010 Elsevier B.V. All rights reserved.